Namespace Virtufin.Base.Events.Market
Classes
- MarketEvent<T>
Sealed ADT of raw market observations — what the feed emits. Two cases: MarketEvent<T>.TickReceived (best bid/ask update) and MarketEvent<T>.OrderBookReceived (depth snapshot/diff). Topics use the naming scheme
act.market.{entity}.{event}orhyp.{selector}.market.{entity}.{event}.
- MarketEvent<T>.OrderBookReceived
Depth snapshot or diff from the order book feed.
- MarketEvent<T>.TickReceived
Best bid/ask update from the feed.
- RichMarketEvent<T>
Enriched market events — derived signals (candles, VWAP, volatility) plus pass-through for raw MarketEvent<T>s. Both flow through the same
act.market./hyp.{selector}.market.topics since they share the IMarketEvent<T> marker.
- RichMarketEvent<T>.Base
Pass-through for a raw MarketEvent<T>.
- RichMarketEvent<T>.CandleClosed
OHLCV candle closed (derived from a tick window).
- RichMarketEvent<T>.VWAPComputed
Volume-weighted average price (derived from tick stream).
- RichMarketEvent<T>.VolatilityEstimate
Realised volatility estimate (e.g. standard deviation of log returns).